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[2020-02-06 Thu 12:28]
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Session 34: The Chain Rule with More Variables | Part B: Chain Rule, Gradient and Directional Derivatives | 2. Partial Derivatives | Multivariable Calculus | Mathematics | MIT OpenCourseWare

1 Chalkboard

Figure 1: Chain rule with more variables

Figure 1: Chain rule with more variables

Figure 2: Expansion of chain rule

Figure 2: Expansion of chain rule

Figure 3: Partial derivative with more variables

Figure 3: Partial derivative with more variables

Figure 4: Example with polar coordinates

Figure 4: Example with polar coordinates

2 How is the chain rule for partial derivative with more than one independent variable?

2.1 Front

How is the chain rule for partial derivative with more than one independent variable?

\(w=f(x,y)\), and \(x = x(u,v)\), \(y = y(u,v)\)

Get \(\frac{\partial w}{\partial u}\) and \(\frac{\partial w}{\partial y}\)

2.2 Back

For computing \(w\) we need to do a chain of computations

\((u,v) \to (x,y) \to w\)

Where \(w\) is a dependent variable, \(u, v\) are independent variables and \(x,y\) are intermediate variables.

Since \(w\) is a function of \(x\) and \(y\) it has partial derivatives \(\frac{\partial w}{\partial x}\) and \(\frac{\partial w}{\partial y}\)

Ultimately, \(w\) is a function of \(u\) and \(v\)

\({\displaystyle \frac{\partial w}{\partial u} = \frac{\partial w}{\partial x} \frac{\partial x}{\partial u} + \frac{\partial w}{\partial y} \frac{\partial y}{\partial u}}\)

\({\displaystyle \frac{\partial w}{\partial v} = \frac{\partial w}{\partial x} \frac{\partial x}{\partial v} + \frac{\partial w}{\partial y} \frac{\partial y}{\partial v}}\)

3 Get the total differential \(dw\) in terms of \(du\) and \(dv\)

3.1 Front

Get the total differential $dw$ in terms of $du$ and $dv$

\(w=xyz\), \(x = u^2v\), \(y=uv^2\), \(z = u^2 + v^2\)

3.2 Back

\({\displaystyle dw = \frac{\partial w}{\partial x} dx + \frac{\partial w}{\partial y} dy + \frac{\partial w}{\partial z} dz = yz dx + xz dy + xy dz}\)

Double total differential

  • \({\displaystyle dx = \frac{\partial x}{\partial u} du + \frac{\partial x}{\partial v} dv = 2uv du + u^2 dv}\)
  • \({\displaystyle dy = \frac{\partial y}{\partial u} du + \frac{\partial y}{\partial v} dv = v^2 du + 2uv dv}\)
  • \({\displaystyle dz = \frac{\partial z}{\partial u} du + \frac{\partial z}{\partial v} dv = 2u du + 2v dv}\)

Also

\({\displaystyle dw = \frac{\partial w}{\partial u} du + \frac{\partial w}{\partial v} dv}\)

4 How can we build a ‘dependency graph’ for chain rule of multivariable partial derivative?

4.1 Front

How can we build a ‘dependency graph’ for chain rule of multivariable partial derivative?

\(w = w(x,y)\), \(x = x(u,v)\) and \(y = y(u,v)\)

4.2 Back

How can we build a ‘dependency graph’ for chain rule of multivariable partial derivative?